Financial Engineering Intern

il y a 4 semaines


Paris, Île-de-France Murex Temps plein

Murex, a global fintech leader in trading, risk management, and processing solutions for capital markets, is seeking a highly skilled Financial Engineering Intern to join its Front Office Trading Product Development team. This 6-month internship is an excellent opportunity for a master's degree student to gain hands-on experience in financial mathematics and technology.

The successful candidate will be part of a multi-cultural team that designs, validates, and delivers Murex Advanced Analytics (MACS), a cutting-edge platform for derivative products and risk management. The team works closely with quant development and integration teams to enhance products and models, providing quantitative expertise and collaborating with FO Trading PDD teams to build trading solutions.

The internship focuses on the calibration of model exogenous parameters for stochastic local volatility models, exploring different methodologies for fitting liquid exotic market quotes or market-implied smile dynamics. Under the supervision of the Front Office Financial Engineering team, the intern will learn about FX derivatives markets, exotic payoffs, and Murex stochastic local volatility models, implement methodologies in Python, test, and evaluate their pertinence on various markets.

To be successful in this role, the candidate should have a strong academic background in a quantitative field, a solid understanding of stochastic processes and financial mathematics, and proficiency in Python, including NumPy, Pandas, and Matplotlib. Excellent communication skills and the ability to work in a multicultural environment are essential.

This internship is a unique opportunity to gain practical experience in financial engineering, work with a talented team, and contribute to the development of innovative solutions for the capital markets industry.


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